Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47338.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45943.21 Kr¶

PnL: ---------------------------------------> -945.36 Kr¶

DD now: ---------------------------------> -2.656 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 12:23:12.854183'

Anic Portfolio¶

Today¶

Return: -1.185 %¶

This Week¶

Return: -0.411 %¶

Total¶

Return: 54.973 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
Beijer Electronics Group 26 -2.980000 3052.400000 81.400000 2.740000 2971.000006
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
Corem Property Group B 59 -2.590000 621.270000 44.270000 7.670000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.100000 389.300000 34.300000 9.660000 355.000000
SAAB B 8 0.280000 3411.200000 34.200000 1.010000 3377.000000
OEM International B 7 -2.120000 549.500000 21.500000 4.070000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Intrum 4 -2.240000 540.400000 13.400000 2.540000 527.000000
Coor Service Management Hold. 8 -1.960000 540.800000 8.800000 1.650000 532.000000
AcadeMedia 12 -0.630000 565.440000 8.440000 1.520000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
HMS Networks 2 -4.670000 678.000000 5.000000 0.740000 673.000000
Securitas B 6 -0.400000 572.040000 2.040000 0.360000 570.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Essity A 4 0.520000 1150.000000 1.000000 0.090000 1149.000000
Swedbank A 3 -0.610000 563.700000 -0.300000 -0.050000 564.000000
Essity B 2 0.460000 572.800000 -1.200000 -0.210000 574.000000
Resurs Holding 22 -1.180000 572.440000 -1.560000 -0.270000 573.999998
Samhällsbyggnadsbo. i Norden D 12 -4.860000 244.320000 -1.680000 -0.680000 246.000000
Handelsbanken A 5 0.320000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 0.220000 575.820000 -7.180000 -1.230000 582.999984
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Boozt 12 -4.670000 1642.800000 -11.200000 -0.680000 1653.999996
CTEK 13 -3.140000 516.880000 -17.120000 -3.210000 533.999999
Nordea Bank Abp 29 -0.620000 3417.940000 -36.060000 -1.040000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -3.750000 539.500000 -55.070000 -9.260000 594.565215
Sampo Oyj SDB 7 1.030000 3776.500000 -73.500000 -1.910000 3850.000000
Axfood 13 -0.390000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -3.180000 1478.700000 -185.300000 -11.140000 1663.999992
Fasadgruppen Group 35 -0.810000 3419.500000 -391.500000 -10.270000 3810.999990
Ovzon 52 -1.920000 2927.600000 -434.400000 -12.920000 3361.999992
TOTAL 45943.220000 -945.350000 -2.65631% 46888.564618

Updated:¶

'2023-01-19 12:22:54.511311'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶